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We study identification and estimation of the average treatment effect in a correlated random coefficients model that allows for first stage heterogeneity and binary instruments. The model also allows for multiple endogenous variables and interactions between endogenous variables and covariates....
Persistent link: https://www.econbiz.de/10010227690
We provide general compactness results for many commonly used parameter spaces in nonparametric estimation. We consider three kinds of functions: (1) functions with bounded domains which satisfy standard norm bounds, (2) functions with bounded domains which do not satisfy standard norm bounds,...
Persistent link: https://www.econbiz.de/10011412122
We discuss the ivcrc module, which implements an instrumental variables (IV) estimator for the linear correlated random coefficients (CRC) model. The CRC model is a natural generalization of the standard linear IV model that allows for endogenous, multivalued treatments and unobserved...
Persistent link: https://www.econbiz.de/10014095923